Package: tsaux 1.0.0

Alexios Galanos

tsaux: Time Series Forecasting Auxiliary Functions

General purpose calendar and auxiliary functions including normalizing transformations, outlier detection and forecast metrics for time series.

Authors:Alexios Galanos [aut, cre, cph]

tsaux_1.0.0.tar.gz
tsaux_1.0.0.zip(r-4.5)tsaux_1.0.0.zip(r-4.4)tsaux_1.0.0.zip(r-4.3)
tsaux_1.0.0.tgz(r-4.5-any)tsaux_1.0.0.tgz(r-4.4-any)tsaux_1.0.0.tgz(r-4.3-any)
tsaux_1.0.0.tar.gz(r-4.5-noble)tsaux_1.0.0.tar.gz(r-4.4-noble)
tsaux_1.0.0.tgz(r-4.4-emscripten)tsaux_1.0.0.tgz(r-4.3-emscripten)
tsaux.pdf |tsaux.html✨
tsaux/json (API)

# Install 'tsaux' in R:
install.packages('tsaux', repos = c('https://tsmodels.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/tsmodels/tsaux/issues

On CRAN:

Conda:

4.48 score 1 stars 47 exports 90 dependencies

Last updated 4 days agofrom:f073cf92f4. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKApr 01 2025
R-4.5-winOKApr 01 2025
R-4.5-macOKApr 01 2025
R-4.5-linuxOKApr 01 2025
R-4.4-winOKApr 01 2025
R-4.4-macOKApr 01 2025
R-4.4-linuxOKApr 01 2025
R-4.3-winOKApr 01 2025
R-4.3-macOKApr 01 2025

Exports:add_anomalyadd_armaadd_customadd_polynomialadd_regressoradd_seasonaladd_transformadditive_outlierauto_cleanauto_regressorsbiasbox_coxcalendar_eomcalendar_eoqcalendar_eowcalendar_eoycheck_newxregcheck_xregcrpsfourier_seriesfuture_datesinitialize_simulatorlevel_shiftlogitmapemasemismixture_modelspecmsismslrepinballprocess_timermapesampling_frequencysampling_sequenceseasonal_dummiesseasonality_testsigmoidsmapesoftlogittemporary_changetime_splitstslineartstransformwapewsewslre

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11curldata.tableDerivdoBydplyrevaluatefansifarverforecastFormulafracdiffgenericsggplot2gluegtablehighrisobandjsonliteknitrlabelinglatticelifecyclelme4lmtestlubridatemagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquadprogquantmodquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrlangscalesscoringRulesSparseMstlplusstringistringrsurvivaltibbletidyrtidyselecttimechangetimeDatetseriestsmethodstsoutliersTTRurcautf8vctrsviridisLitewithrxfunxtsyaImputeyamlzoo

Auxiliary Time Series Functions

Rendered fromIntroduction.Rmdusingknitr::rmarkdownon Apr 01 2025.

Last update: 2025-03-28
Started: 2025-03-06

Readme and manuals

Help Manual

Help pageTopics
Anomaly Componentadd_anomaly add_anomaly.issm.component
ARMA Componentadd_arma add_arma.issm.component
Custom Componentadd_custom add_custom.issm.component
Polynomial Trend Componentadd_polynomial add_polynomial.issm.component
Regressor Componentadd_regressor add_regressor.issm.component
Seasonal Trend Componentadd_seasonal add_seasonal.issm.component
Transformadd_transform add_transform.issm.component
Anomaly Creationadditive_outlier level_shift temporary_change
Automatic Cleaning of Outliers and Temporary Changesauto_clean
Automatic Detection of Outliers, Trends Breaks and Temporary Changesauto_regressors
Box-Cox transform specificationbox_cox
End of Month Datecalendar_eom
End of Quarter Datecalendar_eoq
End of Week Datecalendar_eow
End of Year Datecalendar_eoy
Checks on regressor matrix.check_newxreg check_xreg
Fourier terms for modelling seasonalityfourier_series
Generate Regular Interval Future Datesfuture_dates
Simulator Initializerinitialize_simulator
Add Connected Line Segments to a Simulation Objectlines lines.issm.component
The logit transformationlogit
Forecast Performance Metricsbias crps mape mase mis msis mslre pinball rmape smape wape wse wslre
Ensemble Setupmixture_modelspec
Plot Simulation Objectplot plot.issm.component
POSIXct Processingprocess_time
Infers the sampling frequency of a time seriessampling_frequency
Sampling frequency sequencesampling_sequence
Seasonal Dummiesseasonal_dummies
Simple Seasonality Testseasonality_test
The sigmoid transformationsigmoid
The softplus logit transformationsoftlogit
Generate Train/Test Splitstime_splits
State Decompositiontsdecompose tsdecompose.issm.component
Ensembling of Simulationstsensemble tsensemble.tssim.mixture
Linear Time Series Filtertslinear
General transformation functiontstransform